My (what is now HORRIBLE)neuropathy started out with odd sensations when air or something would blow on my skin on certain parts of my body, it would feel just as you described.
Over a few months, it turned into burning/stabbing pains in those same places, and then my skin CONSTANTLY burned and felt just plain horrible (prickly, sunburned with no sunburn, tight skin) on top of those burning stabbing pains.
It started out on the right side of my neck in a spot and eventually spread over my entire neck (I've also got some horrible muscular crap with my neck also which makes me want to cut off my entire neck! Too bad I kinda need it). Anyway, it started out on a spot on my neck, swallowed my whole neck, crept up to my lower half of my face, went on to my ribs, and now it's where my stomach is....the newest place. It's my skin....not underneath, if that makes any sense.
It's absolutely dreadful and has completely stolen my life away. Nothing helps it. It's there all of the time.
But to answer your question in short (I'm not good at answering in short!), yeah, I had those same feelings and would describe it exactly as you did - mine just turned into horrible pain in those same places. Hopefully yours will go away or not get worse! At first it was just kind of an "icky" feeling, I was always aware of it and hated it, but this...this is hell that I'm in right now.